+151.7%
GOOGL vs HAS
+44.2%
+107.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.3% | -1.8% | -0.5% | -2.0% |
| 30D | -6.6% | +2.3% | -8.8% | -6.9% |
| 3M | -8.9% | +10.4% | -19.3% | -10.6% |
| 6M | +11.9% | -3.2% | +15.1% | +12.1% |
| YTD | +8.3% | +15.4% | -7.1% | +5.2% |
| 1Y | +46.2% | +18.8% | +27.4% | +41.1% |
| All | +151.7% | +44.2% | +107.5% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling